Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 10,38% | 0,09 CHF | 0,10 CHF | 411 900 | 411 900 | 415 582 | 415 582 | 38 005 CHF | 42 160 CHF | 100,00% | 100,00% |
15/07/2024 | 11,35% | 0,09 CHF | 0,10 CHF | 478 800 | 478 800 | 472 971 | 472 971 | 39 415 CHF | 44 144 CHF | 100,00% | 100,00% |
12/07/2024 | 11,26% | 0,08 CHF | 0,09 CHF | 419 500 | 419 500 | 422 144 | 422 144 | 35 428 CHF | 39 650 CHF | 100,00% | 100,00% |
11/07/2024 | 10,66% | 0,09 CHF | 0,10 CHF | 375 300 | 375 300 | 376 542 | 376 542 | 33 508 CHF | 37 273 CHF | 100,00% | 100,00% |
10/07/2024 | 9,29% | 0,10 CHF | 0,11 CHF | 363 400 | 363 400 | 364 686 | 364 686 | 37 496 CHF | 41 142 CHF | 100,00% | 100,00% |
09/07/2024 | 9,85% | 0,11 CHF | 0,12 CHF | 379 400 | 379 400 | 374 564 | 374 564 | 36 282 CHF | 40 032 CHF | 100,00% | 100,00% |
08/07/2024 | 9,82% | 0,10 CHF | 0,11 CHF | 384 200 | 384 200 | 383 111 | 383 111 | 37 134 CHF | 40 965 CHF | 99,99% | 99,99% |
05/07/2024 | 10,33% | 0,10 CHF | 0,11 CHF | 401 600 | 401 600 | 398 207 | 398 207 | 36 616 CHF | 40 598 CHF | 100,00% | 100,00% |
04/07/2024 | 9,63% | 0,09 CHF | 0,10 CHF | 333 600 | 333 600 | 335 606 | 335 606 | 33 284 CHF | 36 640 CHF | 100,00% | 100,00% |
03/07/2024 | 9,16% | 0,11 CHF | 0,12 CHF | 333 500 | 333 500 | 331 801 | 331 801 | 34 582 CHF | 37 900 CHF | 100,00% | 100,00% |